Excursion weights of a reflected birth-death chain
ID: excursion-weights-of-a-reflected-birth-death-chain
For a nearest-neighbour chain on the nonnegative integers, reflect at zero with holding probability and upward probability . In a recurrent excursion from zero until its first return, expected visits satisfy and , because each upward crossing is paired with a downward crossing. Thus the expected excursion length is by Tonelli's theorem. Positive recurrence is equivalent to finiteness of that sum. The hitting-probability scale weights are , and helps show that summable excursion weights imply recurrence.
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